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Musiela, M. and Rutkowski, M. (1997) Martingale Methods in Financial Modelling. Applications of Mathematics, Mathematical Modelling and Applied Probability, Springer, Berlin.
http://dx.doi.org/10.1007/978-3-662-22132-7

has been cited by the following article:

• TITLE: On the Order Form of the Fundamental Theorems of Asset Pricing

  AUTHORS: Christos E. Kountzakis

  KEYWORDS: Strictly Positive Extension, Positive Projection, Sublattice, Complete Market, Incomplete Market

  JOURNAL NAME: Journal of Mathematical Finance, Vol.4 No.4, August 18, 2014

  ABSTRACT: In this article, we provide an order-form of the First and the Second Fundamental Theorem of Asset Pricing both in the one-period market model for a finite and infinite state-space and in the case of multi-period model for a finite state-space and a finite time-horizon. The space of the financial positions is supposed to be a Banach lattice. We also prove relevant results in the case where the space of the financial positions is not ordered by a lattice cone.